Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47380.17 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45982.18 Kr¶

PnL: ---------------------------------------> -906.39 Kr¶

DD now: ---------------------------------> -2.57 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 11:06:39.607863'

Anic Portfolio¶

Today¶

Return: 0.149 %¶

This Week¶

Return: -1.112 %¶

Total¶

Return: 55.11 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.640000 3130.000000 203.000000 6.940000 2927.000000
HEBA B 70 -0.380000 2761.500000 125.500000 4.760000 2636.000010
HMS Networks 2 -1.320000 780.400000 107.400000 15.960000 673.000000
SAAB B 8 0.070000 3445.600000 68.600000 2.030000 3377.000000
Nordea Bank Abp 29 0.480000 3500.300000 46.300000 1.340000 3453.999992
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.560000 392.000000 37.000000 10.420000 355.000000
Intrum 4 2.020000 555.800000 28.800000 5.460000 527.000000
Resurs Holding 22 1.330000 601.700000 27.700000 4.830000 573.999998
Boozt 12 0.540000 1680.600000 26.600000 1.610000 1653.999996
Corem Property Group B 59 0.000000 598.850000 21.850000 3.790000 576.999999
AcadeMedia 12 -0.580000 575.280000 18.280000 3.280000 557.000004
Norva24 Group 16 0.870000 558.720000 15.720000 2.900000 543.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
OEM International B 7 -0.510000 543.200000 15.200000 2.880000 527.999997
Swedbank A 3 0.490000 578.700000 14.700000 2.610000 564.000000
Securitas B 6 1.290000 583.560000 13.560000 2.380000 570.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Samhällsbyggnadsbo. i Norden D 12 1.260000 249.840000 3.840000 1.560000 246.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Coor Service Management Hold. 8 -0.150000 534.800000 2.800000 0.530000 532.000000
Handelsbanken A 5 0.140000 540.750000 -5.250000 -0.960000 546.000000
Midsona B 63 0.780000 572.670000 -10.330000 -1.770000 582.999984
International Petroleum Corp. 5 3.530000 571.500000 -23.070000 -3.880000 594.565215
Essity B 2 0.070000 549.600000 -24.400000 -4.250000 574.000000
CTEK 13 -4.210000 508.300000 -25.700000 -4.810000 533.999999
Essity A 4 0.360000 1102.000000 -47.000000 -4.090000 1149.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Sampo Oyj SDB 7 0.190000 3766.000000 -84.000000 -2.180000 3850.000000
Fasadgruppen Group 35 1.160000 3654.000000 -157.000000 -4.120000 3810.999990
Beijer Electronics Group 26 -2.040000 2745.600000 -225.400000 -7.590000 2971.000006
OX2 18 0.320000 1422.900000 -241.100000 -14.490000 1663.999992
Axfood 13 0.300000 3478.800000 -277.200000 -7.380000 3756.000001
Ovzon 52 0.000000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45974.670000 -913.900000 -2.58409% 46888.564618

Updated:¶

'2023-01-27 11:06:03.363599'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶